• Journal of applied mathematics & informatics
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• 제22권1_2호
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• pp.467-474
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• 2006

We present and study the stability and convergence of a deflation-preconditioned conjugate gradient(PCG) scheme for the interior generalized eigenvalue problem $Ax = {\lambda}Bx$, where A and B are large sparse symmetric positive definite matrices. Numerical experiments are also presented to support our theoretical results.

• 대한수학회지
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• 제34권3호
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• pp.633-651
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• 1997

For a non-degenerate symmetric bilinear form $\sigma$ on a finite dimensional vector space E, the Jordan algebra of $\sigma$-symmetric operators has a symmetric cone $\Omega_\sigma$ of positive definite operators with respect to $\sigma$. The cone $C_\sigma$ of elements (x,y) \in E \times E with \sigma(x,y) \geq 0$ gives the compression semigroup. In this work, we show that in the sutomorphism group of the tube domain over $\Omega_\sigma$, this semigroup has a UDL and Ol'shanskii decompositions and is exactly the compression semigroup of $\Omega_sigma$.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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• pp.364-368
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• 1994

Algebraic matrix Riccati equations of the form, FP+PF$^{T}$ -PRP+Q=0. are analyzed with reference to the stability of closed-loop system F-PR. Here F, R and Q are n * n real matrices with R=R$^{T}$ and Q=Q$^{T}$ .geq.0 (nonnegative-definite). Such equations have been playing key roles in optimal control and filtering problems with R .geq. 0. and also in the solutions of in H$_{\infty}$ control problems with R taking the form R=H$_{1}$$^{T}$ H$_{1}$-H$_{2}$$^{T}$ H$_{2}$. In both cases an existence of stabilizing solution, i.e. the solution yielding asymptotically stable closed-loop system, is an important problem. First, we briefly review the typical results when R is of definite form, namely either R .geq. 0 as in LQG problems or R .leq. 0. They constitute two extrence cases of Riccati to the cases H$_{2}$=0 and H$_{1}$=0. Necessary and sufficient conditions are shown for the existence of nonnegative-definite or positive-definite stabilizing solution. Secondly, we focus our attention on more general case where R is only assumed to be symmetric, which obviously includes the case for H$_{\infty}$ control problems. Here, necessary conditions are established for the existence of nonnegative-definite or positive-definite stabilizing solutions. The results are established by employing consistently the so-called algebraic method based on an eigenvalue problem of a Hamiltonian matrix.x.ix.x.

• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.545-558
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• 2013

In this paper, the formulas for calculating the extremal ranks and inertias of the Hermitian least squares solutions to matrix equation AX = B are established. In particular, the necessary and sufficient conditions for the existences of the positive and nonnegative definite solutions to this matrix equation are given. Meanwhile, the least squares problem of the above matrix equation with Hermitian R-symmetric and R-skew symmetric constraints are also investigated.

• Journal of applied mathematics & informatics
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• 제34권3_4호
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• pp.309-317
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• 2016

Let V be a Euclidean Jordan algebra with a symmetric cone K. We show that for a Z-transformation L with the additional property L(K) ⊆ K (which we will call ’cone-preserving’), GUS ⇔ strictly copositive on K ⇔ monotone + P. Specializing the result to the Stein transformation S_A(X) := X - AXA^T on the space of real symmetric matrices with the property $S_A(S^n_+){\subseteq}S^n_+$, we deduce that S_A GUS ⇔ I ± A positive definite.

• Journal of applied mathematics & informatics
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• 제28권3_4호
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• pp.569-582
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• 2010

The following "Periodic Jacobi Procrustes" problem is studied: find the Periodic Jacobi matrix X which minimizes the Frobenius (or Euclidean) norm of AX - B, with A and B as given rectangular matrices. The class of Procrustes problems has many application in the biological, physical and social sciences just as in the investigation of elastic structures. The different problems are obtained varying the structure of the matrices belonging to the feasible set. Higham has solved the orthogonal, the symmetric and the positive definite cases. Andersson and Elfving have studied the symmetric positive semidefinite case and the (symmetric) elementwise nonnegative case. In this contribution, we extend and develop these research, however, in a relatively simple way. Numerical difficulties are discussed and illustrated by examples.

• Journal of applied mathematics & informatics
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• 제29권5_6호
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• pp.1167-1178
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• 2011

In this paper, we further investigate the local Hermitian and skew-Hermitian splitting (LHSS) iteration method and the modified LHSS (MLHSS) iteration method for solving generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. When A is non-symmetric positive definite, the convergence conditions are obtained, which generalize some results of Jiang and Cao [M.-Q. Jiang and Y. Cao, On local Hermitian and Skew-Hermitian splitting iteration methods for generalized saddle point problems, J. Comput. Appl. Math., 2009(231): 973-982] for the generalized saddle point problems to generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. Numerical experiments show the effectiveness of the iterative methods.

• 대한수학회보
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• 제53권6호
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• pp.1893-1908
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• 2016

In this paper, we obtain some behaviours of theta sums of higher index for the $Schr{\ddot{o}}dinger$-Weil representation of the Jacobi group associated with a positive definite symmetric real matrix of degree m.

• 대한수학회지
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• 제34권2호
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• pp.345-370
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• 1997

In this paper, we introduce the Fock representation $U^{F, M}$ of the Heisenberg group $H_R^(g, h)$ associated with a positive definite symmetric half-integral matrix $M$ of degree h and prove that $U^{F, M}$ is unitarily equivalent to the Schrodinger representation of index $M$.

• Journal of applied mathematics & informatics
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• 제5권2호
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• pp.383-392
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• 1998

This paper proposes Generalized Stationary Iterative called GSI method. It is shown that the existing stationary iterative methods are special cases of GSI method. Convergence properties of this method are provided and their numerical experiments for linear systems with symmetric positive definite matrix are also provided.